basis.est | Estimating non-negative basis functions |
dgp.fgarch | Data Generating Process - Functional ARCH/GARCH Process |
dgp.fiid | Data Generating Process - Independent Process |
diagnostic.fGarch | Diagnostic information derived from the estimation |
est.fArch | Estimate Functional ARCH Model |
est.fGarch | Estimate Functional GARCH Model |
est.fGarchx | Estimate Functional GARCH-X Model |
fun_hetero | Test for Conditional Heteroscedasticity of Functional Data |
gof.fgarch | Goodness-of-fit Test for Functional ARCH/GARCH Model |
intra.return | Intra-day Return Curves |
sample_data | Sample Data for Analysis |
var.backtest | Backtest Intra-day VaR forecasts |
var.forecast | Forecast Daily/intra-day Value-at-Risk |
var.vio | Violation Process |
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